+3.0%
AS vs FLR
+12.7%
-9.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -3.0% | +6.3% | -9.3% | -4.2% |
| 30D | +9.6% | +1.8% | +7.7% | +9.0% |
| 3M | -8.2% | -4.4% | -3.8% | -7.7% |
| 6M | -9.9% | +15.9% | -25.8% | -15.8% |
| YTD | -16.8% | +27.7% | -44.5% | -24.7% |
| 1Y | +3.0% | +11.6% | -8.6% | -1.4% |
| All | +3.0% | +12.7% | -9.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling